-64.9%
CCL vs VXX
-98.9%
+34.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | +0.2% |
| 7D | -4.3% | +7.2% | -11.5% | -1.7% |
| 30D | -19.0% | -5.8% | -13.1% | -20.7% |
| 3M | -13.1% | -29.0% | +15.9% | -23.0% |
| 6M | -13.3% | -44.0% | +30.7% | -27.7% |
| YTD | -25.2% | -28.7% | +3.4% | -30.0% |
| 1Y | -27.2% | -45.2% | +18.0% | -37.0% |
| 3Y | +49.2% | -77.8% | +127.0% | +18.0% |
| 5Y | +0.4% | -95.6% | +96.0% | -48.1% |
| All | -64.9% | -98.9% | +34.0% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling